Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
نویسندگان
چکیده
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by Lévy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential equations, continuous-state branching processes, generalised Mehler semigroups and operator self-decomposable distributions. We also examine generalisations to the case where the driving noise is cylindrical. MSC 2010 subject classifications: Primary 60G51; secondary 60H15, 60H10, 60E07, 60J80.
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